I replaced my thermostat on my 2001 V6 SE several months back. It was not easy and I'm not sure if the 03 model is the same but it is located on the engine block next to the oil cooler. Please note that the thermostat is mounted to the metal tube and is replaced with the tube.
I have attached a picture from the EPC that might help.

Install the turbo intake pipe. Also fit the turbo bypass pipe and the crankcase breather pipe connection. Tighten the following to specification:

Turbo/intake pipe, V-clamp: 2 ft. lbs. (3 Nm)

Bypass pipe/intake pipe, bolt: 6 ft. lbs. (8 Nm)

Bypass pipe, hose clip: 6 ft. lbs. (8 Nm)

Crankcase breather pipe: 18 ft. lbs. (24 Nm)

Install the mass air flow sensor and hose.

Install the intake manifolds. Check the O-ring and coat it with non-acidic vaseline. Refer to Intake Manifold in this section.

Fill with coolant. Do not forget to close the drain plug on the radiator first.

Vent the cooling system as follows:

Fill the system to the MAX level, close the expansion tank filler cap, start the engine and warm it up at varying speeds until the radiator fan starts. Open the expansion tank filler cap and fill up again to the MAX level. Close the cap and run the engine at varying throttle openings until the radiator fan has started three more times. Switch off the engine and top up as necessary to the MAX level.

Raise the car. Check for any leakage. Fit the lower front cover.

Lower the car to the floor. Install the upper engine cover.

This was taken from the Autozone.com web page. If you look for a thermostat on there, it will show thermostats, however they will not work for your car. You need a specific saab thermostat as it is mounted inside the metal tube/housing itself. The directions above were taken from the "vehicle repair guide" found on autozone.com when searching for parts.

Thanks to you both. Looks like a PITA but it's not my first Saab The 4cyl engines are so much easier to work on. I guess I need to find a day where I can devote some time to this. It's not as easy as I'd hoped. Take care.

I replaced my thermostat on my 2001 V6 SE several months back. It was not easy and I'm not sure if the 03 model is the same but it is located on the engine block next to the oil cooler. Please note that the thermostat is mounted to the metal tube and is replaced with the tube.
I have attached a picture from the EPC that might help.

replaced "with" the tube? that confuses me a bit.

so far I have picked up a thermostat...

I need a intake manifold gasket(s), right? how many? (upper, lower etc. seems there are numerous. some lowers with two ports where you need three of them while others have three where you need two of those)

on the gaskets... anybody know for sure whether a caddy cts v6 set will work? since many other parts are interchangeable I'm thinking "perhaps". (like the coolant bypass valve) even though I live in an area of millions it seems there are few saab 9-5 v6 parts available yet caddy v6 is fairly easy. (napa: well, we have a gasket in illinois and will take 5 days... for 80 some dollars plus shipping, oh sure a caddy is in stock and fifty)

MUCH thanks to all that have posted the pics and directions, along that line anybody that has actually undertaken the task recall exactly what parts they picked up etc?